How To Use Search Console Feature of Yoast SEO.
Broken link checker checks the broken links on your blog you can fix it with one click. Where as this feature of SEO by Yoast checks your Google console account Earlier Google Webmaster tool, and inform of those links which Google bots find as 404 or not reachable.

How To Optimize WordPress Sites With Yoast Google Search Console.
View Crawl Errors Directly In Yoast. To see crawl errors in Yoast without having to login to Search Console, go to Yoast SEO Search Console then click Get Google Authorization Code and follow the instructions. When youre done authenticating Yoast with Search Console, it can take about 1 week to populate crawl errors.